CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 07-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
356-2 |
347-0 |
-9-2 |
-2.6% |
367-4 |
High |
356-6 |
347-0 |
-9-6 |
-2.7% |
368-4 |
Low |
349-4 |
344-4 |
-5-0 |
-1.4% |
349-4 |
Close |
349-2 |
345-0 |
-4-2 |
-1.2% |
349-2 |
Range |
7-2 |
2-4 |
-4-6 |
-65.5% |
19-0 |
ATR |
7-5 |
7-3 |
-0-2 |
-2.7% |
0-0 |
Volume |
48,606 |
46,070 |
-2,536 |
-5.2% |
172,343 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
353-0 |
351-4 |
346-3 |
|
R3 |
350-4 |
349-0 |
345-6 |
|
R2 |
348-0 |
348-0 |
345-4 |
|
R1 |
346-4 |
346-4 |
345-2 |
346-0 |
PP |
345-4 |
345-4 |
345-4 |
345-2 |
S1 |
344-0 |
344-0 |
344-6 |
343-4 |
S2 |
343-0 |
343-0 |
344-4 |
|
S3 |
340-4 |
341-4 |
344-2 |
|
S4 |
338-0 |
339-0 |
343-5 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
412-6 |
400-0 |
359-6 |
|
R3 |
393-6 |
381-0 |
354-4 |
|
R2 |
374-6 |
374-6 |
352-6 |
|
R1 |
362-0 |
362-0 |
351-0 |
358-7 |
PP |
355-6 |
355-6 |
355-6 |
354-2 |
S1 |
343-0 |
343-0 |
347-4 |
339-7 |
S2 |
336-6 |
336-6 |
345-6 |
|
S3 |
317-6 |
324-0 |
344-0 |
|
S4 |
298-6 |
305-0 |
338-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
368-4 |
344-4 |
24-0 |
7.0% |
5-7 |
1.7% |
2% |
False |
True |
43,682 |
10 |
383-4 |
344-4 |
39-0 |
11.3% |
5-2 |
1.5% |
1% |
False |
True |
34,646 |
20 |
391-0 |
344-4 |
46-4 |
13.5% |
6-0 |
1.7% |
1% |
False |
True |
28,554 |
40 |
391-0 |
344-4 |
46-4 |
13.5% |
6-1 |
1.8% |
1% |
False |
True |
28,696 |
60 |
395-4 |
344-4 |
51-0 |
14.8% |
5-2 |
1.5% |
1% |
False |
True |
23,055 |
80 |
406-4 |
344-4 |
62-0 |
18.0% |
4-4 |
1.3% |
1% |
False |
True |
19,140 |
100 |
412-2 |
344-4 |
67-6 |
19.6% |
4-4 |
1.3% |
1% |
False |
True |
16,319 |
120 |
445-0 |
344-4 |
100-4 |
29.1% |
4-3 |
1.3% |
0% |
False |
True |
13,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
357-5 |
2.618 |
353-4 |
1.618 |
351-0 |
1.000 |
349-4 |
0.618 |
348-4 |
HIGH |
347-0 |
0.618 |
346-0 |
0.500 |
345-6 |
0.382 |
345-4 |
LOW |
344-4 |
0.618 |
343-0 |
1.000 |
342-0 |
1.618 |
340-4 |
2.618 |
338-0 |
4.250 |
333-7 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
345-6 |
352-6 |
PP |
345-4 |
350-1 |
S1 |
345-2 |
347-5 |
|